Dynamical moderate deviations for the Curie–Weiss model

Francesca Collet and Richard C. Kraaij

Stochastic Processes and their Applications, 2017, vol. 127, issue 9, 2900-2925

Abstract: We derive moderate deviation principles for the trajectory of the empirical magnetization of the standard Curie–Weiss model via a general analytic approach based on convergence of generators and uniqueness of viscosity solutions for associated Hamilton–Jacobi equations. The moderate asymptotics depend crucially on the phase under consideration.

Keywords: Moderate deviations; Interacting particle systems; Mean-field interaction; Viscosity solutions; Hamilton–Jacobi equation (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:127:y:2017:i:9:p:2900-2925

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DOI: 10.1016/j.spa.2017.01.002

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